+73.2%
CVE vs TRI
-12.3%
+85.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -1.1% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +16.7% | +7.9% | +8.9% | +16.4% |
| 3M | +9.3% | +24.1% | -14.8% | +7.9% |
| 6M | +43.6% | +3.8% | +39.8% | +42.8% |
| YTD | +93.6% | -16.9% | +110.4% | +96.6% |
| 1Y | +98.8% | -38.4% | +137.1% | +112.0% |
| All | +73.2% | -12.3% | +85.5% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling